13F-HR 1 d516508d13fhr.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Report for the Calender Year or Quarter Ended: 3/31/2013 Check here if Amendment [_]; Amendment Number: This Amendment (Check only one.): [_] is a restatement [_] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Shell Asset Management Company Adress: P.O. Box 575 2501 CN The Hague The Netherlands Form 13F File Number: The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Yvonne Doorduyn Maureen File Title: Head of accounting Accountant Phone: 31 70 3199 397 31 70 3199 222 Signature, Place and Date of Signing: /s/ Yvonne Doorduyn Rijswijk, NL 4-Apr-2013 /s/ Maureen File Rijswijk, NL 4-Apr-2013 Report Type (Check only one): [X] 13F HOLDINGS REPORT (Check here if all holdings of this reporting manager are reported in this report.) [_] 13F NOTICE (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s). [_] 13F COMBINATION REPORT (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s). List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section.] Form 13F File Number Name -------------------- ---- 28- N/A [Repeat as necessary] FORM 13F SUMMARY PAGE Report Summary: Number of Included Managers: 0 Form 13 F Information Table Entry Total: 884 Form 13F Information Table Value Total: 4,142,396 (thousands) List of Other Included Managers: NONE [If there are no entries in this list, state "NONE" and omit the column headings and list entries] Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name --- -------------------- ----
VALUE USD SHARES/ SH/ INVESTMENT VOTING NAME OF ISSUER TITLE OF CLASS CUSIP 000S PRINCIPAL PN DISCRETION OTHER MANAGERS SOLE SHARES -------------- ---------------- --------- --------- --------- --- ---------- -------------- ----------- SCHLUMBERGER LTD COM 806857108 21,996.11 398,004 SH SOLE NA 398,004 ARCH CAP GROUP LTD ORD G0450A105 6,972.72 179,787 SH SOLE NA 179,787 AXIS CAPITAL HOLDINGS INV SHS G0692U109 1,201.04 39,385 SH SOLE NA 39,385 ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 51.17 1,880 SH SOLE NA 1,880 BUNGE LIMITED COM G16962105 2,371.50 43,295 SH SOLE NA 43,295 CREDICORP LTD COM G2519Y108 6,388.81 53,456 SH SOLE NA 53,456 EVEREST RE GROUP LTD COM G3223R108 4,168.41 43,548 SH SOLE NA 43,548 INVESCO LTD SHS G491BT108 2,802.57 130,577 SH SOLE NA 130,577 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 932.25 119,638 SH SOLE NA 119,638 NABORS INDUSTRIES LTD SHS G6359F103 1,164.66 97,818 SH SOLE NA 97,818 PARTNERRE LTD COM G6852T105 1,160.02 16,852 SH SOLE NA 16,852 PLATINUM UNDERWRITER HLDGS L COM G7127P100 773.28 17,792 SH SOLE NA 17,792 RENAISSANCERE HOLDINGS LTD COM G7496G103 5,305.15 77,811 SH SOLE NA 77,811 SEADRILL LIMITED SHS G7945E105 5,864.54 218,508 SH SOLE NA 218,508 VALIDUS HOLDINGS LTD COM SHS G9319H102 1,039.21 38,193 SH SOLE NA 38,193 WHITE MTNS INS GROUP LTD COM G9618E107 1,017.43 2,449 SH SOLE NA 2,449 ADVANTAGE OIL & GAS LTD COM 00765F101 121.86 45,034 SH SOLE NA 45,034 ALEXCO RESOURCE CORP COM 01535P106 44.37 18,765 SH SOLE NA 18,765 ASANKO GOLD INC COM 04341Y105 55.67 24,462 SH SOLE NA 24,462 ATLANTIC PWR CORP COM NEW 04878Q863 125.57 35,051 SH SOLE NA 35,051 AURICO GOLD INC COM 05155C105 321.76 70,356 SH SOLE NA 70,356 AURIZON MINES LTD COM 05155P106 142.81 44,797 SH SOLE NA 44,797 BCE INC COM NEW 05534B760 11,787.38 343,021 SH SOLE NA 343,021 BAYTEX ENERGY CORP COM 07317Q105 1,281.74 41,460 SH SOLE NA 41,460 BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 4,667.09 174,006 SH SOLE NA 174,006 BROOKFIELD OFFICE PPTYS INC COM 112900105 1,406.38 111,062 SH SOLE NA 111,062 CAE INC COM 124765108 789.79 108,845 SH SOLE NA 108,845 CAMECO CORP COM 13321L108 2,222.39 145,538 SH SOLE NA 145,538 CDN IMPERIAL BK OF COMMERCE COM 136069101 8,612.51 149,145 SH SOLE NA 149,145 CANADIAN NATL RY CO COM 136375102 11,826.35 159,894 SH SOLE NA 159,894 CANADIAN NAT RES LTD COM 136385101 9,626.64 407,828 SH SOLE NA 407,828 CANADIAN PAC RY LTD COM 13645T100 6,115.30 63,674 SH SOLE NA 63,674 CATAMARAN CORP COM 148887102 3,484.40 87,972 SH SOLE NA 87,972 CELESTICA INC SUB VTG SHS 15101Q108 282.41 47,979 SH SOLE NA 47,979 CENOVUS ENERGY INC COM 15135U109 6,339.27 278,039 SH SOLE NA 278,039 COTT CORP QUE COM 22163N106 183.54 25,151 SH SOLE NA 25,151 DENISON MINES CORP COM 248356107 84.04 83,637 SH SOLE NA 83,637 ELDORADO GOLD CORP NEW COM 284902103 2,813.03 399,853 SH SOLE NA 399,853 ENCANA CORP COM 292505104 3,928.95 274,214 SH SOLE NA 274,214 ENBRIDGE INC COM 29250N105 15,395.78 449,048 SH SOLE NA 449,048 ENDEAVOUR SILVER CORP COM 29258Y103 161.51 35,291 SH SOLE NA 35,291 ENERPLUS CORP COM 292766102 852.19 79,257 SH SOLE NA 79,257 EXETER RES CORP COM 301835104 0.73 606 SH SOLE NA 606 EXFO INC SUB VTG SHS 302046107 29.86 8,170 SH SOLE NA 8,170 FIRST MAJESTIC SILVER CORP COM 32076V103 398.35 33,876 SH SOLE NA 33,876 FIRSTSERVICE CORP SUB VTG SH 33761N109 182.50 7,528 SH SOLE NA 7,528 FORTUNA SILVER MINES INC COM 349915108 107.42 34,169 SH SOLE NA 34,169 FRANCO NEVADA CORP COM 351858105 6,560.23 195,370 SH SOLE NA 195,370 GILDAN ACTIVEWEAR INC COM 375916103 1,220.37 41,456 SH SOLE NA 41,456 GOLDCORP INC NEW COM 380956409 13,808.69 557,619 SH SOLE NA 557,619 GOLDEN STAR RES LTD CDA COM 38119T104 77.73 65,840 SH SOLE NA 65,840 GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 179.26 6,523 SH SOLE NA 6,523 GREAT BASIN GOLD LTD COM 390124105 0.00 164,263 SH SOLE NA 164,263 GROUPE CGI INC CL A SUB VTG 39945C109 1,486.50 74,234 SH SOLE NA 74,234 HARRY WINSTON DIAMOND CORP COM 41587B100 7.68 463 SH SOLE NA 463
VALUE USD SHARES/ SH/ INVESTMENT VOTING NAME OF ISSUER TITLE OF CLASS CUSIP 000S PRINCIPAL PN DISCRETION OTHER MANAGERS SOLE SHARES -------------- ---------------- --------- --------- --------- --- ---------- -------------- ----------- HUDBAY MINERALS INC COM 443628102 346.89 49,507 SH SOLE NA 49,507 IAMGOLD CORP COM 450913108 1,049.62 197,204 SH SOLE NA 197,204 IMPERIAL OIL LTD COM NEW 453038408 3,338.60 111,028 SH SOLE NA 111,028 INTERNATIONAL TOWER HILL MIN COM 46050R102 25.30 22,901 SH SOLE NA 22,901 IVANHOE ENERGY INC COM 465790103 1.33 2,021 SH SOLE NA 2,021 JAGUAR MNG INC COM 47009M103 0.38 636 SH SOLE NA 636 JUST ENERGY GROUP INC COM 48213W101 206.92 43,309 SH SOLE NA 43,309 KEEGAN RES INC COM 487275109 1.82 574 SH SOLE NA 574 KINROSS GOLD CORP COM NO PAR 496902404 4,208.68 722,000 SH SOLE NA 722,000 LAKE SHORE GOLD CORP COM 510728108 53.43 123,837 SH SOLE NA 123,837 MAG SILVER CORP COM 55903Q104 99.39 14,546 SH SOLE NA 14,546 MAGNA INTL INC COM 559222401 3,576.83 82,645 SH SOLE NA 82,645 MANULIFE FINL CORP COM 56501R106 7,267.67 670,358 SH SOLE NA 670,358 METHANEX CORP COM 59151K108 807.42 27,298 SH SOLE NA 27,298 NEVSUN RES LTD COM 64156L101 160.55 57,383 SH SOLE NA 57,383 NEW GOLD INC CDA COM 644535106 2,719.71 406,602 SH SOLE NA 406,602 NEXEN INC COM 65334H102 106.84 3,837 SH SOLE NA 3,837 NORTH AMERN PALLADIUM LTD COM 656912102 50.33 49,046 SH SOLE NA 49,046 NORTHERN DYNASTY MINERALS LT COM NEW 66510M204 48.99 21,339 SH SOLE NA 21,339 OPEN TEXT CORP COM 683715106 908.97 20,841 SH SOLE NA 20,841 PAN AMERICAN SILVER CORP COM 697900108 928.07 76,987 SH SOLE NA 76,987 PEMBINA PIPELINE CORP COM 706327103 5,370.37 230,996 SH SOLE NA 230,996 PENGROWTH ENERGY CORP COM 70706P104 668.92 178,702 SH SOLE NA 178,702 PENN WEST PETE LTD NEW COM 707887105 1,409.32 178,489 SH SOLE NA 178,489 POTASH CORP SASK INC COM 73755L107 9,139.65 316,196 SH SOLE NA 316,196 PRECISION DRILLING CORP COM 2010 74022D308 478.47 70,803 SH SOLE NA 70,803 PRETIUM RES INC COM 74139C102 130.82 22,720 SH SOLE NA 22,720 PRIMERO MNG CORP COM 74164W106 91.75 19,287 SH SOLE NA 19,287 PROGRESSIVE WASTE SOLUTIONS COM 74339G101 513.96 33,364 SH SOLE NA 33,364 RESEARCH IN MOTION LTD COM 760975102 1,884.28 172,740 SH SOLE NA 172,740 RITCHIE BROS AUCTIONEERS COM 767744105 494.55 30,639 SH SOLE NA 30,639 ROGERS COMMUNICATIONS INC CL B 775109200 7,458.53 198,320 SH SOLE NA 198,320 ROYAL BK CDA MONTREAL QUE COM 780087102 23,665.33 533,374 SH SOLE NA 533,374 RUBICON MINERALS CORP COM 780911103 150.44 85,475 SH SOLE NA 85,475 SEABRIDGE GOLD INC COM 811916105 104.82 10,525 SH SOLE NA 10,525 SHAW COMMUNICATIONS INC CL B CONV 82028K200 4,624.43 253,816 SH SOLE NA 253,816 SIERRA WIRELESS INC COM 826516106 67.26 8,756 SH SOLE NA 8,756 SILVER STD RES INC COM 82823L106 188.82 24,657 SH SOLE NA 24,657 SILVER WHEATON CORP COM 828336107 3,787.62 164,267 SH SOLE NA 164,267 SILVERCORP METALS INC COM 82835P103 151.87 52,439 SH SOLE NA 52,439 STANTEC INC COM 85472N109 431.60 13,445 SH SOLE NA 13,445 STUDENT TRANSN INC COM 86388A108 100.62 21,885 SH SOLE NA 21,885 SUN LIFE FINL INC COM 866796105 4,428.61 220,535 SH SOLE NA 220,535 SUNCOR ENERGY INC NEW COM 867224107 12,587.63 570,556 SH SOLE NA 570,556 TAHOE RES INC COM 873868103 322.33 25,072 SH SOLE NA 25,072 TANZANIAN ROYALTY EXPL CORP COM 87600U104 70.05 24,413 SH SOLE NA 24,413 TASEKO MINES LTD COM 876511106 111.06 54,695 SH SOLE NA 54,695 TECK RESOURCES LTD CL B 878742204 4,395.85 212,213 SH SOLE NA 212,213 TELUS CORP COM 87971M103 4,656.23 92,136 SH SOLE NA 92,136 TELUS CORP NON-VTG SHS 87971M202 87.28 1,343 SH SOLE NA 0 THOMPSON CREEK METALS CO INC COM 884768102 98.34 44,511 SH SOLE NA 44,511 THOMSON REUTERS CORP COM 884903105 3,338.47 139,568 SH SOLE NA 139,568 TIM HORTONS INC COM 88706M103 4,738.98 118,496 SH SOLE NA 118,496 TIMMINS GOLD CORP COM 88741P103 75.69 36,691 SH SOLE NA 36,691 TORONTO DOMINION BK ONT COM NEW 891160509 20,872.45 340,413 SH SOLE NA 340,413 TRANSALTA CORP COM 89346D107 985.21 91,600 SH SOLE NA 91,600 TRANSCANADA CORP COM 89353D107 15,848.64 451,069 SH SOLE NA 451,069 TRANSGLOBE ENERGY CORP COM 893662106 125.13 20,050 SH SOLE NA 20,050
VALUE USD SHARES/ SH/ INVESTMENT VOTING NAME OF ISSUER TITLE OF CLASS CUSIP 000S PRINCIPAL PN DISCRETION OTHER MANAGERS SOLE SHARES -------------- ---------------- --------- --------- --------- --- ---------- -------------- ----------- TURQUOISE HILL RES LTD COM 900435108 667.89 142,729 SH SOLE NA 142,729 ULTRA PETROLEUM CORP COM 903914109 764.66 52,157 SH SOLE NA 52,157 VALEANT PHARMACEUTICALS INTL COM 91911K102 5,793.25 104,754 SH SOLE NA 104,754 VERMILION ENERGY INC COM 923725105 1,351.50 35,342 SH SOLE NA 35,342 WI-LAN INC COM 928972108 97.18 32,778 SH SOLE NA 32,778 WESTPORT INNOVATIONS INC COM NEW 960908309 313.29 14,606 SH SOLE NA 14,606 YAMANA GOLD INC COM 98462Y100 8,780.29 774,707 SH SOLE NA 774,707 HERBALIFE LTD COM USD SHS G4412G101 1,907.12 70,245 SH SOLE NA 70,245 CARNIVAL CORP PAIRED CTF 143658300 3,398.72 134,472 SH SOLE NA 134,472 ACCO BRANDS CORP COM 00081T108 3.65 546 SH SOLE NA 546 THE ADT CORPORATION COM 00101J106 3,192.37 87,507 SH SOLE NA 87,507 AES CORP COM 00130H105 1,879.87 202,121 SH SOLE NA 202,121 AMC NETWORKS INC CL A 00164V103 29.14 461 SH SOLE NA 461 AOL INC COM 00184X105 1,082.31 38,667 SH SOLE NA 38,667 AT&T INC COM 00206R102 55,947.94 2,065,333 SH SOLE NA 2,065,333 ABBVIE INC COM 00287Y109 18,671.27 625,470 SH SOLE NA 625,470 ACTAVIS INC COM 00507K103 10,579.23 158,134 SH SOLE NA 158,134 ACTIVISION BLIZZARD INC COM 00507V109 6,271.86 584,219 SH SOLE NA 584,219 ADOBE SYS INC COM 00724F101 5,569.49 172,402 SH SOLE NA 172,402 ADVANCE AUTO PARTS INC COM 00751Y106 2,297.67 37,707 SH SOLE NA 37,707 AETNA INC NEW COM 00817Y108 3,846.82 102,013 SH SOLE NA 102,013 AGILENT TECHNOLOGIES INC COM 00846U101 3,228.96 104,089 SH SOLE NA 104,089 AKAMAI TECHNOLOGIES INC COM 00971T101 1,453.14 55,958 SH SOLE NA 55,958 ALLEGHENY TECHNOLOGIES INC COM 01741R102 769.98 33,174 SH SOLE NA 33,174 ALPHA NATURAL RESOURCES INC COM 02076X102 13.64 1,661 SH SOLE NA 1,661 ALTRA HOLDINGS INC COM 02208R106 1,218.17 61,517 SH SOLE NA 61,517 ALTRIA GROUP INC COM 02209S103 20,503.11 807,282 SH SOLE NA 807,282 AMERICAN CAPITAL AGENCY CORP COM 02503X105 11,100.00 458,975 SH SOLE NA 458,975 AMERICAN CAP LTD COM 02503Y103 1,567.20 147,764 SH SOLE NA 147,764 AMERICAN CAP MTG INVT CORP COM 02504A104 874.70 47,848 SH SOLE NA 47,848 AMERICAN RAILCAR INDS INC COM 02916P103 1,434.79 42,212 SH SOLE NA 42,212 AMERICAN TOWER CORP NEW COM 03027X100 12,408.85 219,091 SH SOLE NA 219,091 AMERICAS CAR MART INC COM 03062T105 100.63 2,153 SH SOLE NA 2,153 AMERIPRISE FINL INC COM 03076C106 3,485.99 64,120 SH SOLE NA 64,120 AMSURG CORP COM 03232P405 1,132.58 46,294 SH SOLE NA 46,294 ANSYS INC COM 03662Q105 2,672.77 44,733 SH SOLE NA 44,733 APOLLO COML REAL EST FIN INC COM 03762U105 367.49 28,735 SH SOLE NA 28,735 ARIAD PHARMACEUTICALS INC COM 04033A100 564.60 40,100 SH SOLE NA 40,100 ASSURANT INC COM 04621X108 821.00 24,339 SH SOLE NA 24,339 AVISTA CORP COM 05379B107 50.64 1,848 SH SOLE NA 1,848 AXIALL CORP COM 05463D100 1,309.10 29,766 SH SOLE NA 29,766 BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 1,875.71 99,356 SH SOLE NA 99,356 BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,227.99 25,327 SH SOLE NA 25,327 BIOGEN IDEC INC COM 09062X103 12,088.97 84,700 SH SOLE NA 84,700 BLACKROCK COM 09247X101 7,985.84 42,090 SH SOLE NA 42,090 BOSTON PROPERTIES INC COM 101121101 3,516.25 47,252 SH SOLE NA 47,252 BOSTON SCIENTIFIC CORP COM 101137107 3,145.70 540,181 SH SOLE NA 540,181 BRADY CORP CL A 104674106 709.09 27,156 SH SOLE NA 27,156 BRISTOL MYERS SQUIBB CO COM 110122108 25,466.54 837,078 SH SOLE NA 837,078 BROADCOM CORP CL A 111320107 3,886.88 152,200 SH SOLE NA 152,200 BROADSOFT INC COM 11133B409 51.70 1,953 SH SOLE NA 1,953 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 900.75 49,861 SH SOLE NA 49,861 BROWN FORMAN CORP CL B 115637209 2,917.99 54,675 SH SOLE NA 54,675 BRUNSWICK CORP COM 117043109 1,345.00 54,045 SH SOLE NA 54,045 BUCKEYE TECHNOLOGIES INC COM 118255108 38.07 1,271 SH SOLE NA 1,271 CAI INTERNATIONAL INC COM 12477X106 1,233.87 58,884 SH SOLE NA 58,884 CBS CORP NEW CL B 124857202 6,154.89 179,140 SH SOLE NA 179,140 CBOE HLDGS INC COM 12503M108 1,089.59 40,558 SH SOLE NA 40,558
VALUE USD SHARES/ SH/ INVESTMENT VOTING NAME OF ISSUER TITLE OF CLASS CUSIP 000S PRINCIPAL PN DISCRETION OTHER MANAGERS SOLE SHARES -------------- ---------------- --------- --------- --------- --- ---------- -------------- ----------- CBRE GROUP INC CL A 12504L109 1,683.30 89,661 SH SOLE NA 89,661 CF INDS HLDGS INC COM 125269100 2,671.46 18,996 SH SOLE NA 18,996 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,235.26 51,056 SH SOLE NA 51,056 CIGNA CORPORATION COM 125509109 3,880.49 84,324 SH SOLE NA 84,324 CIT GROUP INC COM NEW 125581801 1,772.96 55,107 SH SOLE NA 55,107 CME GROUP INC COM 12572Q105 4,249.36 93,864 SH SOLE NA 93,864 CMS ENERGY CORP COM 125896100 1,608.47 78,331 SH SOLE NA 78,331 CSX CORP COM 126408103 5,633.44 310,009 SH SOLE NA 310,009 CTC MEDIA INC COM 12642X106 30.08 2,551 SH SOLE NA 2,551 CVR ENERGY INC COM 12662P108 1,147.68 31,337 SH SOLE NA 31,337 CVS CAREMARK CORPORATION COM 126650100 16,568.85 406,918 SH SOLE NA 406,918 CYS INVTS INC COM 12673A108 62.81 5,350 SH SOLE NA 5,350 CA INC COM 12673P105 1,963.15 105,515 SH SOLE NA 105,515 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 629.67 55,794 SH SOLE NA 55,794 CABOT CORP COM 127055101 13.99 409 SH SOLE NA 409 CABOT OIL & GAS CORP COM 127097103 3,149.93 63,069 SH SOLE NA 63,069 CACI INTL INC CL A 127190304 75.46 1,304 SH SOLE NA 1,304 CADENCE DESIGN SYSTEM INC COM 127387108 1,300.71 128,426 SH SOLE NA 128,426 CAL MAINE FOODS INC COM NEW 128030202 877.70 28,781 SH SOLE NA 28,781 CALPINE CORP COM NEW 131347304 1,334.62 87,886 SH SOLE NA 87,886 CAMDEN PPTY TR SH BEN INT 133131102 1,233.41 24,603 SH SOLE NA 24,603 CAMERON INTERNATIONAL CORP COM 13342B105 3,736.58 77,429 SH SOLE NA 77,429 CAMPBELL SOUP CO COM 134429109 8,064.89 241,702 SH SOLE NA 241,702 CAPITAL ONE FINL CORP COM 14040H105 6,966.04 172,178 SH SOLE NA 172,178 CARDINAL HEALTH INC COM 14149Y108 4,851.88 156,795 SH SOLE NA 156,795 CARDTRONICS INC COM 14161H108 90.81 3,307 SH SOLE NA 3,307 CAREFUSION CORP COM 14170T101 1,594.89 61,905 SH SOLE NA 61,905 CARMAX INC COM 143130102 1,968.96 63,692 SH SOLE NA 63,692 CASH AMER INTL INC COM 14754D100 1,486.27 38,979 SH SOLE NA 38,979 CATERPILLAR INC DEL COM 149123101 12,700.87 198,052 SH SOLE NA 198,052 CELADON GROUP INC COM 150838100 904.07 61,256 SH SOLE NA 61,256 CELANESE CORP DEL COM SER A 150870103 1,438.16 44,108 SH SOLE NA 44,108 CELGENE CORP COM 151020104 15,744.60 183,368 SH SOLE NA 183,368 CENTERPOINT ENERGY INC COM 15189T107 2,353.14 133,006 SH SOLE NA 133,006 CENTRAL PAC FINL CORP COM NEW 154760409 50.84 3,238 SH SOLE NA 3,238 CENTURYLINK INC COM 156700106 10,991.14 424,824 SH SOLE NA 424,824 CERNER CORP COM 156782104 3,749.59 52,999 SH SOLE NA 52,999 CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 1,019.83 13,383 SH SOLE NA 13,383 CHEMED CORP NEW COM 16359R103 102.77 1,285 SH SOLE NA 1,285 CHEMICAL FINL CORP COM 163731102 402.77 20,970 SH SOLE NA 20,970 CHESAPEAKE ENERGY CORP COM 165167107 2,990.95 198,034 SH SOLE NA 198,034 CHEVRON CORP NEW COM 166764100 56,729.84 646,702 SH SOLE NA 646,702 CHIPOTLE MEXICAN GRILL INC COM 169656105 2,355.08 9,762 SH SOLE NA 9,762 CHUBB CORP COM 171232101 9,208.45 142,893 SH SOLE NA 142,893 CHURCH & DWIGHT INC COM 171340102 4,723.55 99,313 SH SOLE NA 99,313 CIMAREX ENERGY CO COM 171798101 1,449.66 26,111 SH SOLE NA 26,111 CINCINNATI FINL CORP COM 172062101 1,496.12 42,612 SH SOLE NA 42,612 CIRRUS LOGIC INC COM 172755100 1,085.04 65,678 SH SOLE NA 65,678 CISCO SYS INC COM 17275R102 24,650.53 1,599,345 SH SOLE NA 1,599,345 CINTAS CORP COM 172908105 1,049.12 32,058 SH SOLE NA 32,058 CITIGROUP INC COM NEW 172967424 28,630.72 877,678 SH SOLE NA 877,678 CITRIX SYS INC COM 177376100 3,001.73 56,378 SH SOLE NA 56,378 CLIFFS NAT RES INC COM 18683K101 636.66 44,969 SH SOLE NA 44,969 CLOROX CO DEL COM 189054109 4,388.60 67,116 SH SOLE NA 67,116 COACH INC COM 189754104 3,145.68 85,334 SH SOLE NA 85,334 COBALT INTL ENERGY INC COM 19075F106 1,567.80 75,533 SH SOLE NA 75,533 COBIZ FINANCIAL INC COM 190897108 478.38 81,413 SH SOLE NA 81,413 COCA COLA CO COM 191216100 42,111.63 1,411,865 SH SOLE NA 1,411,865
VALUE USD SHARES/ SH/ INVESTMENT VOTING NAME OF ISSUER TITLE OF CLASS CUSIP 000S PRINCIPAL PN DISCRETION OTHER MANAGERS SOLE SHARES -------------- ---------------- --------- --------- --------- --- ---------- -------------- ----------- COCA COLA ENTERPRISES INC NE COM 19122T109 2,383.78 87,086 SH SOLE NA 87,086 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 4,892.89 86,458 SH SOLE NA 86,458 COINSTAR INC COM 19259P300 785.27 18,482 SH SOLE NA 18,482 COLFAX CORP COM 194014106 1,127.17 31,100 SH SOLE NA 31,100 COLGATE PALMOLIVE CO COM 194162103 17,188.87 197,108 SH SOLE NA 197,108 COMCAST CORP NEW CL A 20030N101 19,658.50 634,881 SH SOLE NA 634,881 COMCAST CORP NEW CL A SPL 20030N200 4,865.80 166,436 SH SOLE NA 166,436 COMERICA INC COM 200340107 1,590.44 59,669 SH SOLE NA 59,669 COMMERCIAL VEH GROUP INC COM 202608105 48.13 6,171 SH SOLE NA 6,171 COMMUNITY HEALTH SYS INC NEW COM 203668108 180.03 3,799 SH SOLE NA 3,799 COMMUNITY TR BANCORP INC COM 204149108 381.23 15,404 SH SOLE NA 15,404 COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 2,335.04 97,356 SH SOLE NA 97,356 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 2,863.84 153,261 SH SOLE NA 153,261 COMPUTER PROGRAMS & SYS INC COM 205306103 627.62 15,948 SH SOLE NA 15,948 COMPUTER SCIENCES CORP COM 205363104 1,612.99 44,184 SH SOLE NA 44,184 CONAGRA FOODS INC COM 205887102 7,000.17 263,688 SH SOLE NA 263,688 CONCHO RES INC COM 20605P101 2,091.89 28,996 SH SOLE NA 28,996 CONOCOPHILLIPS COM 20825C104 16,702.69 375,915 SH SOLE NA 375,915 CONSOL ENERGY INC COM 20854P109 1,772.40 71,187 SH SOLE NA 71,187 CONSOLIDATED EDISON INC COM 209115104 11,306.63 251,638 SH SOLE NA 251,638 CONSTELLATION BRANDS INC CL A 21036P108 1,652.50 46,687 SH SOLE NA 46,687 CONTINENTAL RESOURCES INC COM 212015101 934.14 14,717 SH SOLE NA 14,717 COOPER COS INC COM NEW 216648402 722.50 8,600 SH SOLE NA 8,600 COOPER TIRE & RUBR CO COM 216831107 1,598.63 85,665 SH SOLE NA 85,665 CORNING INC COM 219350105 4,318.52 438,576 SH SOLE NA 438,576 COSTCO WHSL CORP NEW COM 22160K105 9,993.39 127,592 SH SOLE NA 127,592 COVANCE INC COM 222816100 39.84 536 SH SOLE NA 536 COVENTRY HEALTH CARE INC COM 222862104 1,402.31 40,361 SH SOLE NA 40,361 CREDIT ACCEP CORP MICH COM 225310101 1,973.82 21,736 SH SOLE NA 21,736 CREE INC COM 225447101 1,136.89 28,049 SH SOLE NA 28,049 CROCS INC COM 227046109 848.98 78,774 SH SOLE NA 78,774 CROWN CASTLE INTL CORP COM 228227104 6,857.55 133,576 SH SOLE NA 133,576 CROWN HOLDINGS INC COM 228368106 1,299.88 41,988 SH SOLE NA 41,988 CUMMINS INC COM 231021106 4,660.37 54,676 SH SOLE NA 54,676 CYBERONICS INC COM 23251P102 2,038.82 59,950 SH SOLE NA 59,950 DFC GLOBAL CORP COM 23324T107 984.54 81,357 SH SOLE NA 81,357 D R HORTON INC COM 23331A109 1,623.22 90,556 SH SOLE NA 90,556 DST SYS INC DEL COM 233326107 1,027.98 19,848 SH SOLE NA 19,848 DTE ENERGY CO COM 233331107 3,411.51 67,744 SH SOLE NA 67,744 DSW INC CL A 23334L102 1,145.93 24,715 SH SOLE NA 24,715 DXP ENTERPRISES INC NEW COM NEW 233377407 578.71 10,653 SH SOLE NA 10,653 DANAHER CORP DEL COM 235851102 9,128.19 197,735 SH SOLE NA 197,735 DARDEN RESTAURANTS INC COM 237194105 2,289.98 58,823 SH SOLE NA 58,823 DARLING INTL INC COM 237266101 114.03 6,349 SH SOLE NA 6,349 DAVITA HEALTHCARE PARTNERS I COM 23918K108 2,583.68 29,559 SH SOLE NA 29,559 DEERE & CO COM 244199105 7,058.90 111,473 SH SOLE NA 111,473 DELEK US HLDGS INC COM 246647101 1,790.27 62,387 SH SOLE NA 62,387 DELL INC COM 24702R101 4,786.22 452,794 SH SOLE NA 452,794 DELTA AIR LINES INC DEL COM NEW 247361702 754.62 62,089 SH SOLE NA 62,089 DENBURY RES INC COM NEW 247916208 1,646.30 120,008 SH SOLE NA 120,008 DELUXE CORP COM 248019101 1,205.74 40,083 SH SOLE NA 40,083 DENTSPLY INTL INC NEW COM 249030107 2,131.39 66,974 SH SOLE NA 66,974 DEVON ENERGY CORP NEW COM 25179M103 5,512.57 131,717 SH SOLE NA 131,717 DEVRY INC DEL COM 251893103 19.75 622 SH SOLE NA 622 DIAMOND OFFSHORE DRILLING IN COM 25271C102 1,251.05 24,354 SH SOLE NA 24,354 DICKS SPORTING GOODS INC COM 253393102 1,053.19 30,440 SH SOLE NA 30,440 DIEBOLD INC COM 253651103 70.80 2,335 SH SOLE NA 2,335 DIGITAL RLTY TR INC COM 253868103 1,874.63 37,846 SH SOLE NA 37,846
VALUE USD SHARES/ SH/ INVESTMENT VOTING NAME OF ISSUER TITLE OF CLASS CUSIP 000S PRINCIPAL PN DISCRETION OTHER MANAGERS SOLE SHARES -------------- ---------------- --------- ---------- --------- --- ---------- -------------- ----------- DILLARDS INC CL A 254067101 1,552.97 27,206 SH SOLE NA 27,206 DISNEY WALT CO COM DISNEY 254687106 21,280.82 507,899 SH SOLE NA 507,899 DISCOVER FINL SVCS COM 254709108 5,050.28 152,620 SH SOLE NA 152,620 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 2,354.66 40,493 SH SOLE NA 40,493 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 1,321.24 25,610 SH SOLE NA 25,610 DISH NETWORK CORP CL A 25470M109 1,716.82 61,816 SH SOLE NA 61,816 DIRECTV COM 25490A309 8,230.53 197,440 SH SOLE NA 197,440 DOLBY LABORATORIES INC COM 25659T107 323.67 13,023 SH SOLE NA 13,023 DOLLAR GEN CORP NEW COM 256677105 4,943.35 132,397 SH SOLE NA 132,397 DOLLAR TREE INC COM 256746108 3,895.70 109,568 SH SOLE NA 109,568 DOMINION RES INC VA NEW COM 25746U109 13,643.97 317,267 SH SOLE NA 317,267 DONALDSON INC COM 257651109 552.39 19,600 SH SOLE NA 19,600 DONNELLEY R R & SONS CO COM 257867101 16.22 1,346 SH SOLE NA 1,346 DORMAN PRODUCTS INC COM 258278100 1,161.96 42,970 SH SOLE NA 42,970 DOVER CORP COM 260003108 3,123.14 58,090 SH SOLE NA 58,090 DOW CHEM CO COM 260543103 8,388.03 356,929 SH SOLE NA 356,929 DU PONT E I DE NEMOURS & CO COM 263534109 10,084.35 278,115 SH SOLE NA 278,115 DUKE REALTY CORP COM NEW 264411505 1,375.00 109,088 SH SOLE NA 109,088 DUKE ENERGY CORP NEW COM NEW 26441C204 21,018.69 392,760 SH SOLE NA 392,760 E M C CORP MASS COM 268648102 11,219.20 636,374 SH SOLE NA 636,374 EOG RES INC COM 26875P101 7,553.73 80,046 SH SOLE NA 80,046 EQT CORP COM 26884L109 2,149.68 42,984 SH SOLE NA 42,984 EAST WEST BANCORP INC COM 27579R104 896.19 48,043 SH SOLE NA 48,043 EASTMAN CHEM CO COM 277432100 2,875.74 55,230 SH SOLE NA 55,230 EATON VANCE CORP COM NON VTG 278265103 2,094.47 66,452 SH SOLE NA 0 EBAY INC COM 278642103 17,693.96 445,062 SH SOLE NA 445,062 EBIX INC COM NEW 278715206 813.55 69,019 SH SOLE NA 69,019 ECOLAB INC COM 278865100 9,148.98 153,696 SH SOLE NA 153,696 EDISON INTL COM 281020107 3,425.39 91,937 SH SOLE NA 91,937 8X8 INC NEW COM 282914100 81.69 16,399 SH SOLE NA 16,399 ELECTRONIC ARTS INC COM 285512109 1,229.62 93,337 SH SOLE NA 93,337 EMERSON ELEC CO COM 291011104 9,069.30 219,813 SH SOLE NA 219,813 ENCORE CAP GROUP INC COM 292554102 958.11 43,799 SH SOLE NA 43,799 ENERGEN CORP COM 29265N108 744.41 19,599 SH SOLE NA 19,599 ENERGIZER HLDGS INC COM 29266R108 1,335.97 18,104 SH SOLE NA 18,104 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 17.64 348 SH SOLE NA 348 ENSIGN GROUP INC COM 29358P101 1,052.16 43,353 SH SOLE NA 43,353 ENTERGY CORP NEW COM 29364G103 2,500.67 53,223 SH SOLE NA 53,223 EQUIFAX INC COM 294429105 1,446.47 34,295 SH SOLE NA 34,295 EQUINIX INC COM NEW 29444U502 2,264.74 14,237 SH SOLE NA 14,237 EQUITY RESIDENTIAL SH BEN INT 29476L107 5,316.07 130,910 SH SOLE NA 130,910 ESCO TECHNOLOGIES INC COM 296315104 976.87 30,700 SH SOLE NA 30,700 ETHAN ALLEN INTERIORS INC COM 297602104 975.53 41,883 SH SOLE NA 41,883 EXELON CORP COM 30161N101 6,388.57 251,367 SH SOLE NA 251,367 EXELIS INC COM 30162A108 574.03 67,270 SH SOLE NA 67,270 EXPEDIA INC DEL COM NEW 30212P303 1,213.04 27,209 SH SOLE NA 27,209 EXPEDITORS INTL WASH INC COM 302130109 1,720.09 65,220 SH SOLE NA 65,220 EXPRESS SCRIPTS HLDG CO COM 30219G108 13,774.57 326,141 SH SOLE NA 326,141 EZCORP INC CL A NON VTG 302301106 1,031.32 66,648 SH SOLE NA 0 EXXON MOBIL CORP COM 30231G102 100,360.54 1,509,187 SH SOLE NA 1,509,187 FEI CO COM 30241L109 2,060.05 42,838 SH SOLE NA 42,838 FLIR SYS INC COM 302445101 756.57 38,904 SH SOLE NA 38,904 F M C CORP COM NEW 302491303 2,452.04 57,129 SH SOLE NA 57,129 FMC TECHNOLOGIES INC COM 30249U101 3,636.37 89,631 SH SOLE NA 89,631 FACEBOOK INC CL A 30303M102 8,440.49 448,973 SH SOLE NA 448,973 FACTSET RESH SYS INC COM 303075105 677.50 9,395 SH SOLE NA 9,395 FAIR ISAAC CORP COM 303250104 755.53 21,234 SH SOLE NA 21,234 FAMILY DLR STORES INC COM 307000109 2,863.85 65,135 SH SOLE NA 65,135
VALUE USD SHARES/ SH/ INVESTMENT VOTING NAME OF ISSUER TITLE OF CLASS CUSIP 000S PRINCIPAL PN DISCRETION OTHER MANAGERS SOLE SHARES -------------- ---------------- --------- --------- --------- --- ---------- -------------- ----------- FASTENAL CO COM 311900104 3,819.07 99,701 SH SOLE NA 99,701 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 5,932.21 74,725 SH SOLE NA 74,725 FEDERATED INVS INC PA CL B 314211103 1,041.21 60,486 SH SOLE NA 60,486 FEDEX CORP COM 31428X106 6,423.83 88,856 SH SOLE NA 88,856 F5 NETWORKS INC COM 315616102 1,650.39 24,979 SH SOLE NA 24,979 FIDELITY NATL INFORMATION SV COM 31620M106 5,253.05 178,587 SH SOLE NA 178,587 FIDELITY NATIONAL FINANCIAL CL A 31620R105 1,063.05 57,664 SH SOLE NA 57,664 FIFTH THIRD BANCORP COM 316773100 3,261.70 270,391 SH SOLE NA 270,391 FIRST AMERN FINL CORP COM 31847R102 1,273.82 68,503 SH SOLE NA 68,503 FIRST CASH FINL SVCS INC COM 31942D107 1,946.61 45,936 SH SOLE NA 45,936 FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 382.08 28,712 SH SOLE NA 28,712 FIRST MERCHANTS CORP COM 320817109 803.67 71,437 SH SOLE NA 71,437 FIRST REP BK SAN FRANCISCO C COM 33616C100 2,348.59 83,242 SH SOLE NA 83,242 FIRST SOLAR INC COM 336433107 13.48 500 SH SOLE NA 500 FISERV INC COM 337738108 8,860.76 136,319 SH SOLE NA 136,319 FIRSTENERGY CORP COM 337932107 3,831.94 123,036 SH SOLE NA 123,036 FLEETCOR TECHNOLOGIES INC COM 339041105 986.21 18,182 SH SOLE NA 18,182 FLUOR CORP NEW COM 343412102 2,578.29 52,684 SH SOLE NA 52,684 FLOWSERVE CORP COM 34354P105 3,753.24 29,484 SH SOLE NA 29,484 FORD MTR CO DEL COM PAR $0.01 345370860 10,202.18 1,052,095 SH SOLE NA 1,052,095 FOREST LABS INC COM 345838106 4,798.24 171,209 SH SOLE NA 171,209 FOSSIL INC COM 349882100 1,125.40 15,580 SH SOLE NA 15,580 FRANKLIN RES INC COM 354613101 4,870.51 43,764 SH SOLE NA 43,764 FREEPORT-MCMORAN COPPER & GO COM 35671D857 6,836.83 280,639 SH SOLE NA 280,639 FRONTIER COMMUNICATIONS CORP COM 35906A108 954.66 325,126 SH SOLE NA 325,126 GAMCO INVESTORS INC COM 361438104 467.40 11,869 SH SOLE NA 11,869 GEO GROUP INC COM 36159R103 3,621.39 134,500 SH SOLE NA 134,500 GT ADVANCED TECHNOLOGIES INC COM 36191U106 22.94 6,952 SH SOLE NA 6,952 GALLAGHER ARTHUR J & CO COM 363576109 904.49 30,105 SH SOLE NA 30,105 GAMESTOP CORP NEW CL A 36467W109 1,009.98 48,900 SH SOLE NA 48,900 GANNETT INC COM 364730101 986.02 62,042 SH SOLE NA 62,042 GAP INC DEL COM 364760108 2,384.83 91,802 SH SOLE NA 91,802 GENERAC HLDGS INC COM 368736104 840.16 33,604 SH SOLE NA 33,604 GENERAL DYNAMICS CORP COM 369550108 4,557.54 87,524 SH SOLE NA 87,524 GENERAL ELECTRIC CO COM 369604103 54,021.77 3,166,016 SH SOLE NA 3,166,016 GENERAL GROWTH PPTYS INC NEW COM 370023103 1,918.26 130,583 SH SOLE NA 130,583 GENERAL MLS INC COM 370334104 17,537.18 482,092 SH SOLE NA 482,092 GENERAL MTRS CO COM 37045V100 4,815.40 235,158 SH SOLE NA 235,158 GENUINE PARTS CO COM 372460105 5,460.85 94,307 SH SOLE NA 94,307 GENWORTH FINL INC COM CL A 37247D106 43.73 4,373 SH SOLE NA 4,373 GEOSPACE TECHNOLOGIES CORP COM 37364X109 2,164.07 27,954 SH SOLE NA 27,954 GILEAD SCIENCES INC COM 375558103 17,815.72 493,027 SH SOLE NA 493,027 GLATFELTER COM 377316104 1,605.17 94,428 SH SOLE NA 94,428 GLOBAL CASH ACCESS HLDGS INC COM 378967103 637.89 127,883 SH SOLE NA 127,883 GLOBAL PMTS INC COM 37940X102 466.71 12,922 SH SOLE NA 12,922 GOLDMAN SACHS GROUP INC COM 38141G104 14,653.18 134,986 SH SOLE NA 134,986 GOODYEAR TIRE & RUBR CO COM 382550101 694.27 75,419 SH SOLE NA 75,419 GOOGLE INC CL A 38259P508 49,013.84 83,670 SH SOLE NA 83,670 GRAINGER W W INC COM 384802104 3,737.45 22,302 SH SOLE NA 22,302 GRAPHIC PACKAGING HLDG CO COM 388689101 1,028.07 194,000 SH SOLE NA 194,000 GREAT LAKES DREDGE & DOCK CO COM 390607109 26.17 5,342 SH SOLE NA 5,342 GREEN MTN COFFEE ROASTERS IN COM 393122106 1,616.57 38,349 SH SOLE NA 38,349 HCA HOLDINGS INC COM 40412C101 2,591.76 86,772 SH SOLE NA 86,772 HCC INS HLDGS INC COM 404132102 662.41 21,672 SH SOLE NA 21,672 HCP INC COM 40414L109 4,956.15 134,884 SH SOLE NA 134,884 HFF INC CL A 40418F108 1,251.90 86,368 SH SOLE NA 86,368 HSN INC COM 404303109 2,257.71 56,642 SH SOLE NA 56,642 HALCON RES CORP COM NEW 40537Q209 31.39 4,030 SH SOLE NA 4,030
VALUE USD SHARES/ SH/ INVESTMENT VOTING NAME OF ISSUER TITLE OF CLASS CUSIP 000S PRINCIPAL PN DISCRETION OTHER MANAGERS SOLE SHARES -------------- ---------------- --------- --------- --------- --- ---------- -------------- ----------- HALLIBURTON CO COM 406216101 8,456.20 283,837 SH SOLE NA 283,837 HANESBRANDS INC COM 410345102 1,071.76 32,369 SH SOLE NA 32,369 HANGER INC COM NEW 41043F208 403.13 17,583 SH SOLE NA 17,583 HARLEY DAVIDSON INC COM 412822108 2,822.53 71,883 SH SOLE NA 71,883 HARRIS CORP DEL COM 413875105 1,228.42 35,623 SH SOLE NA 35,623 HARTFORD FINL SVCS GROUP INC COM 416515104 2,253.76 119,400 SH SOLE NA 119,400 HASBRO INC COM 418056107 1,084.93 33,528 SH SOLE NA 33,528 HAWAIIAN HOLDINGS INC COM 419879101 834.94 198,977 SH SOLE NA 198,977 HEALTH MGMT ASSOC INC NEW CL A 421933102 90.22 7,010 SH SOLE NA 7,010 HEALTH CARE REIT INC COM 42217K106 6,842.08 137,194 SH SOLE NA 137,194 HEARTLAND PMT SYS INC COM 42235N108 1,213.27 50,603 SH SOLE NA 50,603 HEICO CORP NEW COM 422806109 1,367.53 43,363 SH SOLE NA 43,363 HEINZ H J CO COM 423074103 9,387.60 176,620 SH SOLE NA 176,620 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 715.62 40,163 SH SOLE NA 40,163 HELMERICH & PAYNE INC COM 423452101 1,318.54 29,382 SH SOLE NA 29,382 HENRY JACK & ASSOC INC COM 426281101 936.49 28,646 SH SOLE NA 28,646 HERSHEY CO COM 427866108 5,925.15 91,870 SH SOLE NA 91,870 HERTZ GLOBAL HOLDINGS INC COM 42805T105 1,414.70 85,941 SH SOLE NA 85,941 HESS CORP COM 42809H107 4,858.38 92,090 SH SOLE NA 92,090 HEWLETT PACKARD CO COM 428236103 10,169.13 577,621 SH SOLE NA 577,621 HILL ROM HLDGS INC COM 431475102 169.04 6,604 SH SOLE NA 6,604 HILLSHIRE BRANDS CO COM 432589109 992.65 39,579 SH SOLE NA 39,579 HOLLYFRONTIER CORP COM 436106108 4,077.95 108,095 SH SOLE NA 108,095 HOLOGIC INC COM 436440101 1,193.08 71,088 SH SOLE NA 71,088 HOME DEPOT INC COM 437076102 23,294.26 452,387 SH SOLE NA 452,387 HONEYWELL INTL INC COM 438516106 12,874.38 231,208 SH SOLE NA 231,208 HORACE MANN EDUCATORS CORP N COM 440327104 1,705.17 112,544 SH SOLE NA 112,544 HORMEL FOODS CORP COM 440452100 6,559.98 214,309 SH SOLE NA 214,309 HOSPIRA INC COM 441060100 1,218.82 49,616 SH SOLE NA 49,616 HOST HOTELS & RESORTS INC COM 44107P104 2,844.47 219,818 SH SOLE NA 219,818 HOUSTON WIRE & CABLE CO COM 44244K109 257.12 27,246 SH SOLE NA 27,246 HUBBELL INC CL B 443510201 272.60 3,863 SH SOLE NA 3,863 HUDSON CITY BANCORP COM 443683107 1,016.57 157,563 SH SOLE NA 157,563 HUMANA INC COM 444859102 2,346.14 46,242 SH SOLE NA 46,242 HUNT J B TRANS SVCS INC COM 445658107 2,183.02 38,975 SH SOLE NA 38,975 HUNTINGTON INGALLS INDS INC COM 446413106 19.25 361 SH SOLE NA 361 HUNTSMAN CORP COM 447011107 933.56 70,978 SH SOLE NA 70,978 IAC INTERACTIVECORP COM PAR $.001 44919P508 784.94 22,559 SH SOLE NA 22,559 IPG PHOTONICS CORP COM 44980X109 532.71 11,030 SH SOLE NA 11,030 ITT CORP NEW COM NEW 450911201 20.90 735 SH SOLE NA 735 IDEX CORP COM 45167R104 919.38 22,100 SH SOLE NA 22,100 IHS INC CL A 451734107 1,407.45 18,083 SH SOLE NA 18,083 ILLINOIS TOOL WKS INC COM 452308109 5,642.06 125,763 SH SOLE NA 125,763 ILLUMINA INC COM 452327109 2,017.01 49,673 SH SOLE NA 49,673 INGRAM MICRO INC CL A 457153104 4,173.51 296,948 SH SOLE NA 296,948 INGREDION INC COM 457187102 962.83 18,817 SH SOLE NA 18,817 INSIGHT ENTERPRISES INC COM 45765U103 777.96 51,914 SH SOLE NA 51,914 INTEL CORP COM 458140100 25,000.61 1,549,870 SH SOLE NA 1,549,870 INTEGRYS ENERGY GROUP INC COM 45822P105 998.82 23,576 SH SOLE NA 23,576 INTERCONTINENTALEXCHANGE INC COM 45865V100 2,755.12 22,939 SH SOLE NA 22,939 INTERNATIONAL BUSINESS MACHS COM 459200101 60,114.47 381,883 SH SOLE NA 381,883 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,305.69 23,192 SH SOLE NA 23,192 INTERNATIONAL GAME TECHNOLOG COM 459902102 915.47 74,023 SH SOLE NA 74,023 INTL PAPER CO COM 460146103 4,222.81 122,769 SH SOLE NA 122,769 INTERPUBLIC GROUP COS INC COM 460690100 1,316.73 135,649 SH SOLE NA 135,649 INTUIT COM 461202103 8,463.64 175,199 SH SOLE NA 175,199 INTUITIVE SURGICAL INC COM NEW 46120E602 4,260.60 11,768 SH SOLE NA 11,768 IROBOT CORP COM 462726100 40.83 1,591 SH SOLE NA 1,591
VALUE USD SHARES/ SH/ INVESTMENT VOTING NAME OF ISSUER TITLE OF CLASS CUSIP 000S PRINCIPAL PN DISCRETION OTHER MANAGERS SOLE SHARES -------------- ---------------- --------- --------- --------- --- ---------- -------------- ----------- IRON MTN INC COM 462846106 1,110.02 41,354 SH SOLE NA 41,354 ITRON INC COM 465741106 834.70 23,100 SH SOLE NA 23,100 JPMORGAN CHASE & CO COM 46625H100 40,186.65 1,147,393 SH SOLE NA 1,147,393 JACOBS ENGR GROUP INC DEL COM 469814107 1,845.76 44,592 SH SOLE NA 44,592 JEFFERIES GROUP INC NEW COM 472319102 24.61 1,133 SH SOLE NA 1,133 JOHNSON & JOHNSON COM 478160104 57,156.17 952,567 SH SOLE NA 952,567 JOHNSON CTLS INC COM 478366107 5,299.87 204,987 SH SOLE NA 204,987 JOY GLOBAL INC COM 481165108 1,318.96 29,965 SH SOLE NA 29,965 JUNIPER NETWORKS INC COM 48203R104 2,258.36 164,964 SH SOLE NA 164,964 KBR INC COM 48242W106 1,086.54 46,259 SH SOLE NA 46,259 KLA-TENCOR CORP COM 482480100 2,066.13 52,834 SH SOLE NA 52,834 KANSAS CITY SOUTHERN COM NEW 485170302 2,944.00 36,009 SH SOLE NA 36,009 KELLOGG CO COM 487836108 6,949.71 145,421 SH SOLE NA 145,421 KENNAMETAL INC COM 489170100 62.03 1,589 SH SOLE NA 1,589 KEYCORP NEW COM 493267108 2,177.90 295,673 SH SOLE NA 295,673 KIMBERLY CLARK CORP COM 494368103 16,716.84 230,998 SH SOLE NA 230,998 KIMCO RLTY CORP COM 49446R109 2,201.03 132,036 SH SOLE NA 132,036 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 8,841.57 136,729 SH SOLE NA 136,729 KINDER MORGAN INC DEL COM 49456B101 9,908.57 348,000 SH SOLE NA 348,000 KOHLS CORP COM 500255104 2,331.37 68,051 SH SOLE NA 68,051 KRAFT FOODS GROUP INC COM 50076Q106 6,953.35 182,770 SH SOLE NA 182,770 KROGER CO COM 501044101 3,505.79 143,321 SH SOLE NA 143,321 LKQ CORP COM 501889208 1,319.17 83,793 SH SOLE NA 83,793 LSI CORPORATION COM 502161102 888.69 179,529 SH SOLE NA 179,529 LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,426.55 66,578 SH SOLE NA 66,578 LAKELAND FINL CORP COM 511656100 54.13 2,028 SH SOLE NA 2,028 LAM RESEARCH CORP COM 512807108 1,678.69 54,871 SH SOLE NA 54,871 LANCASTER COLONY CORP COM 513847103 754.23 12,578 SH SOLE NA 12,578 LANDSTAR SYS INC COM 515098101 769.14 17,300 SH SOLE NA 17,300 LAS VEGAS SANDS CORP COM 517834107 5,134.34 123,888 SH SOLE NA 123,888 LAUDER ESTEE COS INC CL A 518439104 4,188.23 87,956 SH SOLE NA 87,956 LEAPFROG ENTERPRISES INC CL A 52186N106 964.90 159,319 SH SOLE NA 159,319 LEGGETT & PLATT INC COM 524660107 945.02 38,362 SH SOLE NA 38,362 LEGG MASON INC COM 524901105 863.78 35,991 SH SOLE NA 35,991 LENNAR CORP CL A 526057104 1,351.60 45,031 SH SOLE NA 45,031 LEUCADIA NATL CORP COM 527288104 1,211.19 59,564 SH SOLE NA 59,564 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 827.42 55,136 SH SOLE NA 55,136 LIBERTY MEDIA CORPORATION LIB CAP COM A 530322106 85.46 689 SH SOLE NA 689 LIBERTY GLOBAL INC COM SER A 530555101 2,459.17 45,519 SH SOLE NA 45,519 LIBERTY GLOBAL INC COM SER C 530555309 1,816.11 35,460 SH SOLE NA 35,460 LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 2,477.48 155,922 SH SOLE NA 155,922 LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 18.37 243 SH SOLE NA 243 LIBERTY PPTY TR SH BEN INT 531172104 953.09 32,937 SH SOLE NA 32,937 LIBERTY MEDIA CORP DELAWARE CL A 531229102 2,385.15 29,157 SH SOLE NA 29,157 LIFE TECHNOLOGIES CORP COM 53217V109 2,614.98 55,070 SH SOLE NA 55,070 LILLY ELI & CO COM 532457108 20,171.76 485,127 SH SOLE NA 485,127 LIMITED BRANDS INC COM 532716107 88.07 1,972 SH SOLE NA 1,972 LINCOLN NATL CORP IND COM 534187109 2,169.54 90,486 SH SOLE NA 90,486 LINEAR TECHNOLOGY CORP COM 535678106 1,870.78 66,270 SH SOLE NA 66,270 LINKEDIN CORP COM CL A 53578A108 3,064.59 23,689 SH SOLE NA 23,689 LITHIA MTRS INC CL A 536797103 1,909.10 55,288 SH SOLE NA 55,288 LITTELFUSE INC COM 537008104 79.72 1,175 SH SOLE NA 1,175 LOCKHEED MARTIN CORP COM 539830109 10,210.89 143,666 SH SOLE NA 143,666 LOEWS CORP COM 540424108 3,114.36 95,557 SH SOLE NA 95,557 LOGMEIN INC COM 54142L109 16.64 1,315 SH SOLE NA 1,315 LORILLARD INC COM 544147101 4,128.26 138,169 SH SOLE NA 138,169 LOWES COS INC COM 548661107 9,708.70 346,602 SH SOLE NA 346,602 LULULEMON ATHLETICA INC COM 550021109 1,586.45 34,495 SH SOLE NA 34,495
VALUE USD SHARES/ SH/ INVESTMENT VOTING NAME OF ISSUER TITLE OF CLASS CUSIP 000S PRINCIPAL PN DISCRETION OTHER MANAGERS SOLE SHARES -------------- ---------------- --------- --------- --------- --- ---------- -------------- ----------- M & T BK CORP COM 55261F104 2,657.11 34,963 SH SOLE NA 34,963 MDU RES GROUP INC COM 552690109 883.70 47,229 SH SOLE NA 47,229 MEMC ELECTR MATLS INC COM 552715104 8.02 1,822 SH SOLE NA 1,822 MGE ENERGY INC COM 55277P104 991.21 24,583 SH SOLE NA 24,583 MGM RESORTS INTERNATIONAL COM 552953101 1,064.48 111,344 SH SOLE NA 111,344 MTS SYS CORP COM 553777103 911.60 21,555 SH SOLE NA 21,555 MWI VETERINARY SUPPLY INC COM 55402X105 2,230.92 23,221 SH SOLE NA 23,221 MACERICH CO COM 554382101 1,965.10 41,345 SH SOLE NA 41,345 MACYS INC COM 55616P104 3,695.98 119,589 SH SOLE NA 119,589 MADDEN STEVEN LTD COM 556269108 1,195.52 37,796 SH SOLE NA 37,796 MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 950.55 77,620 SH SOLE NA 77,620 MAIN STREET CAPITAL CORP COM 56035L104 1,327.09 56,862 SH SOLE NA 56,862 MANHATTAN ASSOCS INC COM 562750109 1,331.31 24,641 SH SOLE NA 24,641 MANPOWERGROUP INC COM 56418H100 999.16 24,122 SH SOLE NA 24,122 MARATHON OIL CORP COM 565849106 5,213.65 209,499 SH SOLE NA 209,499 MARATHON PETE CORP COM 56585A102 7,377.02 111,097 SH SOLE NA 111,097 MARKETAXESS HLDGS INC COM 57060D108 710.10 24,446 SH SOLE NA 24,446 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 10.26 239 SH SOLE NA 239 MARSH & MCLENNAN COS INC COM 571748102 6,960.54 247,369 SH SOLE NA 247,369 MARRIOTT INTL INC NEW CL A 571903202 2,236.95 71,625 SH SOLE NA 71,625 MARTIN MARIETTA MATLS INC COM 573284106 1,161.39 15,440 SH SOLE NA 15,440 MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 976.34 35,827 SH SOLE NA 35,827 MASCO CORP COM 574599106 1,604.98 108,692 SH SOLE NA 108,692 MASTERCARD INC CL A 57636Q104 15,240.76 38,067 SH SOLE NA 38,067 MATTEL INC COM 577081102 3,310.38 102,523 SH SOLE NA 102,523 MAXIM INTEGRATED PRODS INC COM 57772K101 2,129.19 88,339 SH SOLE NA 88,339 MAXIMUS INC COM 577933104 1,785.78 30,257 SH SOLE NA 30,257 MCCORMICK & CO INC COM NON VTG 579780206 8,615.10 158,198 SH SOLE NA 0 MCDONALDS CORP COM 580135101 31,347.83 426,871 SH SOLE NA 426,871 MCGRAW HILL COS INC COM 580645109 3,816.21 99,053 SH SOLE NA 99,053 MCKESSON CORP COM 58155Q103 6,886.45 85,968 SH SOLE NA 85,968 MEAD JOHNSON NUTRITION CO COM 582839106 3,467.61 60,558 SH SOLE NA 60,558 MEADWESTVACO CORP COM 583334107 1,336.84 49,992 SH SOLE NA 49,992 MEDIVATION INC COM 58501N101 480.67 13,200 SH SOLE NA 13,200 MEDTRONIC INC COM 585055106 12,806.64 368,723 SH SOLE NA 368,723 MERCADOLIBRE INC COM 58733R102 893.45 12,723 SH SOLE NA 12,723 MERCK & CO INC NEW COM 58933Y105 33,436.62 1,030,516 SH SOLE NA 1,030,516 METLIFE INC COM 59156R108 7,603.64 270,669 SH SOLE NA 270,669 METROPCS COMMUNICATIONS INC COM 591708102 563.00 70,780 SH SOLE NA 70,780 METROPOLITAN HEALTH NETWORKS COM 592142103 5.15 457 SH SOLE NA 457 METTLER TOLEDO INTERNATIONAL COM 592688105 930.03 5,601 SH SOLE NA 5,601 MICROSOFT CORP COM 594918104 56,184.09 2,660,991 SH SOLE NA 2,660,991 MICROCHIP TECHNOLOGY INC COM 595017104 1,468.59 53,913 SH SOLE NA 53,913 MICRON TECHNOLOGY INC COM 595112103 5,681.61 785,484 SH SOLE NA 785,484 MOHAWK INDS INC COM 608190104 1,343.92 16,311 SH SOLE NA 16,311 MOLSON COORS BREWING CO CL B 60871R209 1,692.54 46,705 SH SOLE NA 46,705 MONDELEZ INTL INC CL A 609207105 14,539.92 644,251 SH SOLE NA 644,251 MONOTYPE IMAGING HOLDINGS IN COM 61022P100 1,301.96 75,378 SH SOLE NA 75,378 MONSANTO CO NEW COM 61166W101 12,627.11 161,992 SH SOLE NA 161,992 MONSTER BEVERAGE CORP COM 611740101 1,634.53 46,301 SH SOLE NA 46,301 MOODYS CORP COM 615369105 2,322.61 58,959 SH SOLE NA 58,959 MORGAN STANLEY COM NEW 617446448 7,070.08 436,532 SH SOLE NA 436,532 MOSAIC CO NEW COM 61945C103 4,038.92 91,988 SH SOLE NA 91,988 MOTOROLA SOLUTIONS INC COM NEW 620076307 6,145.43 129,974 SH SOLE NA 129,974 MURPHY OIL CORP COM 626717102 2,605.03 55,133 SH SOLE NA 55,133 MYLAN INC COM 628530107 2,637.14 123,054 SH SOLE NA 123,054 MYRIAD GENETICS INC COM 62855J104 710.32 39,510 SH SOLE NA 39,510 NII HLDGS INC CL B NEW 62913F201 6.38 1,475 SH SOLE NA 1,475
VALUE USD SHARES/ SH/ INVESTMENT VOTING NAME OF ISSUER TITLE OF CLASS CUSIP 000S PRINCIPAL PN DISCRETION OTHER MANAGERS SOLE SHARES -------------- ---------------- --------- --------- --------- --- ---------- -------------- ----------- NIC INC COM 62914B100 452.26 32,481 SH SOLE NA 32,481 NRG ENERGY INC COM NEW 629377508 1,826.63 94,465 SH SOLE NA 94,465 NVR INC COM 62944T105 786.47 935 SH SOLE NA 935 NYSE EURONEXT COM 629491101 2,220.68 77,517 SH SOLE NA 77,517 NASDAQ OMX GROUP INC COM 631103108 881.99 37,114 SH SOLE NA 37,114 NATIONAL INTERSTATE CORP COM 63654U100 105.74 3,527 SH SOLE NA 3,527 NATIONAL OILWELL VARCO INC COM 637071101 6,567.61 125,983 SH SOLE NA 125,983 NATIONAL RESEARCH CORP COM 637372103 201.67 4,931 SH SOLE NA 4,931 NEENAH PAPER INC COM 640079109 974.73 43,608 SH SOLE NA 43,608 NEKTAR THERAPEUTICS COM 640268108 664.75 77,600 SH SOLE NA 77,600 NELNET INC CL A 64031N108 1,881.37 76,466 SH SOLE NA 76,466 NETAPP INC COM 64110D104 2,809.41 111,761 SH SOLE NA 111,761 NETFLIX INC COM 64110L106 2,224.02 15,862 SH SOLE NA 15,862 NEUSTAR INC CL A 64126X201 1,892.71 54,417 SH SOLE NA 54,417 NEW YORK CMNTY BANCORP INC COM 649445103 1,375.08 130,227 SH SOLE NA 130,227 NEWELL RUBBERMAID INC COM 651229106 1,797.12 93,401 SH SOLE NA 93,401 NEWFIELD EXPL CO COM 651290108 625.44 37,442 SH SOLE NA 37,442 NEWMARKET CORP COM 651587107 1,898.33 10,039 SH SOLE NA 10,039 NEWMONT MINING CORP COM 651639106 11,596.74 376,105 SH SOLE NA 376,105 NEWPORT CORP COM 651824104 67.10 3,966 SH SOLE NA 3,966 NEXTERA ENERGY INC COM 65339F101 9,352.15 163,351 SH SOLE NA 163,351 NIKE INC CL B 654106103 9,971.39 228,955 SH SOLE NA 228,955 NISOURCE INC COM 65473P105 1,802.79 83,884 SH SOLE NA 83,884 NOBLE ENERGY INC COM 655044105 4,619.10 54,227 SH SOLE NA 54,227 NORDSTROM INC COM 655664100 1,957.45 47,705 SH SOLE NA 47,705 NORFOLK SOUTHERN CORP COM 655844108 5,336.85 94,088 SH SOLE NA 94,088 NORTHEAST UTILS COM 664397106 2,989.36 93,052 SH SOLE NA 93,052 NORTHERN TR CORP COM 665859104 2,673.13 66,621 SH SOLE NA 66,621 NORTHROP GRUMMAN CORP COM 666807102 3,653.18 70,674 SH SOLE NA 70,674 NORTHWESTERN CORP COM NEW 668074305 608.15 20,995 SH SOLE NA 20,995 NU SKIN ENTERPRISES INC CL A 67018T105 1,194.30 37,203 SH SOLE NA 37,203 NUANCE COMMUNICATIONS INC COM 67020Y100 1,036.30 68,963 SH SOLE NA 68,963 NUCOR CORP COM 670346105 3,283.90 96,185 SH SOLE NA 96,185 NVIDIA CORP COM 67066G104 1,623.16 170,896 SH SOLE NA 170,896 NV ENERGY INC COM 67073Y106 153.33 10,527 SH SOLE NA 10,527 OGE ENERGY CORP COM 670837103 2,544.41 50,136 SH SOLE NA 50,136 O REILLY AUTOMOTIVE INC NEW COM 67103H107 5,316.34 70,379 SH SOLE NA 70,379 OCCIDENTAL PETE CORP DEL COM 674599105 14,176.33 245,109 SH SOLE NA 245,109 OCEANEERING INTL INC COM 675232102 2,732.78 56,750 SH SOLE NA 56,750 OFFICEMAX INC DEL COM 67622P101 1,209.54 147,247 SH SOLE NA 147,247 OIL STS INTL INC COM 678026105 1,072.45 18,092 SH SOLE NA 18,092 OLD DOMINION FGHT LINES INC COM 679580100 1,006.06 36,212 SH SOLE NA 36,212 OLD REP INTL CORP COM 680223104 10.46 823 SH SOLE NA 823 OLIN CORP COM PAR $1 680665205 1,005.44 54,832 SH SOLE NA 54,832 OMNICARE INC COM 681904108 948.50 31,386 SH SOLE NA 31,386 OMNICOM GROUP INC COM 681919106 3,561.71 81,888 SH SOLE NA 81,888 ONEOK INC NEW COM 682680103 2,900.71 81,094 SH SOLE NA 81,094 ONYX PHARMACEUTICALS INC COM 683399109 809.64 11,700 SH SOLE NA 11,700 ORACLE CORP COM 68389X105 29,179.17 1,223,201 SH SOLE NA 1,223,201 ORCHARD SUPPLY HARDWARE STOR CL A 685691404 0.06 16 SH SOLE NA 16 OSHKOSH CORP COM 688239201 9.35 311 SH SOLE NA 311 OWENS ILL INC COM NEW 690768403 826.76 41,577 SH SOLE NA 41,577 OXFORD INDS INC COM 691497309 1,395.18 36,157 SH SOLE NA 36,157 PG&E CORP COM 69331C108 9,234.15 281,503 SH SOLE NA 281,503 PNC FINL SVCS GROUP INC COM 693475105 8,073.99 164,324 SH SOLE NA 164,324 PNM RES INC COM 69349H107 1,198.68 70,770 SH SOLE NA 70,770 PPG INDS INC COM 693506107 4,326.04 43,683 SH SOLE NA 43,683 PPL CORP COM 69351T106 4,752.32 205,549 SH SOLE NA 205,549
VALUE USD SHARES/ SH/ INVESTMENT VOTING NAME OF ISSUER TITLE OF CLASS CUSIP 000S PRINCIPAL PN DISCRETION OTHER MANAGERS SOLE SHARES -------------- ---------------- --------- --------- --------- --- ---------- -------------- ----------- PVH CORP COM 693656100 2,027.81 25,771 SH SOLE NA 25,771 PACCAR INC COM 693718108 4,615.25 123,133 SH SOLE NA 123,133 PACKAGING CORP AMER COM 695156109 1,102.26 33,805 SH SOLE NA 33,805 PALL CORP COM 696429307 2,273.68 44,365 SH SOLE NA 44,365 PARKER HANNIFIN CORP COM 701094104 3,230.21 47,587 SH SOLE NA 47,587 PATTERSON COMPANIES INC COM 703395103 1,580.31 55,003 SH SOLE NA 55,003 PAYCHEX INC COM 704326107 11,144.75 431,802 SH SOLE NA 431,802 PEABODY ENERGY CORP COM 704549104 1,244.77 79,679 SH SOLE NA 79,679 PENNEY J C INC COM 708160106 489.96 43,196 SH SOLE NA 43,196 PENNYMAC MTG INVT TR COM 70931T103 1,191.95 63,305 SH SOLE NA 63,305 PENSKE AUTOMOTIVE GRP INC COM 70959W103 258.61 10,659 SH SOLE NA 10,659 PEOPLES BANCORP INC COM 709789101 268.83 16,509 SH SOLE NA 16,509 PEOPLES UNITED FINANCIAL INC COM 712704105 1,714.38 173,936 SH SOLE NA 173,936 PEPCO HOLDINGS INC COM 713291102 1,159.42 73,741 SH SOLE NA 73,741 PEPSICO INC COM 713448108 34,443.17 590,406 SH SOLE NA 590,406 PERRIGO CO COM 714290103 3,474.74 39,679 SH SOLE NA 39,679 PETSMART INC COM 716768106 2,215.13 47,329 SH SOLE NA 47,329 PFIZER INC COM 717081103 62,585.38 2,959,317 SH SOLE NA 2,959,317 PHILIP MORRIS INTL INC COM 718172109 35,152.50 513,305 SH SOLE NA 513,305 PHILLIPS 66 COM 718546104 9,022.98 174,574 SH SOLE NA 174,574 PIKE ELEC CORP COM 721283109 960.45 95,404 SH SOLE NA 95,404 PINNACLE WEST CAP CORP COM 723484101 1,400.56 33,034 SH SOLE NA 33,034 PIONEER NAT RES CO COM 723787107 3,978.16 43,298 SH SOLE NA 43,298 PITNEY BOWES INC COM 724479100 679.74 62,572 SH SOLE NA 62,572 PLAINS EXPL& PRODTN CO COM 726505100 1,361.46 38,504 SH SOLE NA 38,504 PLANTRONICS INC NEW COM 727493108 262.30 8,390 SH SOLE NA 8,390 PLUM CREEK TIMBER CO INC COM 729251108 1,717.17 44,550 SH SOLE NA 44,550 POLARIS INDS INC COM 731068102 3,108.22 46,320 SH SOLE NA 46,320 POLYONE CORP COM 73179P106 1,333.95 75,200 SH SOLE NA 75,200 PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 2,342.76 25,399 SH SOLE NA 25,399 POST HLDGS INC COM 737446104 11.68 272 SH SOLE NA 272 PRAXAIR INC COM 74005P104 8,055.31 97,826 SH SOLE NA 97,826 PRECISION CASTPARTS CORP COM 740189105 6,385.01 45,567 SH SOLE NA 45,567 PREMIERE GLOBAL SVCS INC COM 740585104 22.88 2,082 SH SOLE NA 2,082 PRICE T ROWE GROUP INC COM 74144T108 4,915.56 88,422 SH SOLE NA 88,422 PRICELINE COM INC COM NEW 741503403 7,504.48 14,809 SH SOLE NA 14,809 PRIMERICA INC COM 74164M108 1,016.42 42,634 SH SOLE NA 42,634 PRINCIPAL FINL GROUP INC COM 74251V102 2,315.63 92,502 SH SOLE NA 92,502 PROCTER & GAMBLE CO COM 742718109 54,984.80 967,553 SH SOLE NA 967,553 PROGRESSIVE CORP OHIO COM 743315103 3,296.43 176,508 SH SOLE NA 176,508 PROLOGIS INC COM 74340W103 4,095.13 139,170 SH SOLE NA 139,170 PROVIDENT FINL SVCS INC COM 74386T105 55.81 3,655 SH SOLE NA 3,655 PRUDENTIAL FINL INC COM 744320102 5,947.96 136,974 SH SOLE NA 136,974 PUBLIC SVC ENTERPRISE GROUP COM 744573106 4,609.07 180,809 SH SOLE NA 180,809 PUBLIC STORAGE COM 74460D109 7,081.28 63,156 SH SOLE NA 63,156 PULTE GROUP INC COM 745867101 1,410.16 96,172 SH SOLE NA 96,172 QUAKER CHEM CORP COM 747316107 1,843.29 42,590 SH SOLE NA 42,590 QEP RES INC COM 74733V100 1,313.47 55,110 SH SOLE NA 55,110 QUALCOMM INC COM 747525103 33,696.88 687,474 SH SOLE NA 687,474 QUEST DIAGNOSTICS INC COM 74834L100 3,560.83 85,498 SH SOLE NA 85,498 QUESTCOR PHARMACEUTICALS INC COM 74835Y101 1,145.15 48,862 SH SOLE NA 48,862 RPC COM 749660106 916.00 83,049 SH SOLE NA 83,049 RACKSPACE HOSTING INC COM 750086100 1,261.17 33,809 SH SOLE NA 33,809 RALCORP HLDGS INC NEW COM 751028101 48.95 544 SH SOLE NA 544 RALPH LAUREN CORP CL A 751212101 2,428.92 19,470 SH SOLE NA 19,470 RANGE RES CORP COM 75281A109 2,904.94 48,400 SH SOLE NA 48,400 RAYONIER INC COM 754907103 1,687.11 38,241 SH SOLE NA 38,241 RAYTHEON CO COM NEW 755111507 4,327.50 100,314 SH SOLE NA 100,314
VALUE USD SHARES/ SH/ INVESTMENT VOTING NAME OF ISSUER TITLE OF CLASS CUSIP 000S PRINCIPAL PN DISCRETION OTHER MANAGERS SOLE SHARES -------------- ---------------- --------- ---------- --------- --- ---------- -------------- ----------- REALTY INCOME CORP COM 756109104 6,639.65 198,083 SH SOLE NA 198,083 RED HAT INC COM 756577102 2,156.91 57,482 SH SOLE NA 57,482 REGAL BELOIT CORP COM 758750103 68.51 840 SH SOLE NA 840 REGENCY CTRS CORP COM 758849103 1,008.05 25,632 SH SOLE NA 25,632 REGENERON PHARMACEUTICALS COM 75886F107 3,692.52 28,157 SH SOLE NA 28,157 REGIONS FINL CORP NEW COM 7591EP100 2,652.87 436,989 SH SOLE NA 436,989 REPUBLIC BANCORP KY CL A 760281204 312.36 18,985 SH SOLE NA 18,985 REPUBLIC SVCS INC COM 760759100 7,427.48 303,932 SH SOLE NA 303,932 RESMED INC COM 761152107 1,966.10 57,341 SH SOLE NA 57,341 REYNOLDS AMERICAN INC COM 761713106 5,943.60 181,176 SH SOLE NA 181,176 ROBERT HALF INTL INC COM 770323103 1,064.60 38,940 SH SOLE NA 38,940 ROCK-TENN CO CL A 772739207 1,502.95 21,740 SH SOLE NA 21,740 ROCKWELL AUTOMATION INC COM 773903109 2,802.59 44,143 SH SOLE NA 44,143 ROCKWELL COLLINS INC COM 774341101 2,036.08 43,543 SH SOLE NA 43,543 ROCKWOOD HLDGS INC COM 774415103 118.84 1,816 SH SOLE NA 1,816 ROLLINS INC COM 775711104 726.25 37,987 SH SOLE NA 37,987 ROPER INDS INC NEW COM 776696106 4,055.51 42,423 SH SOLE NA 42,423 ROSS STORES INC COM 778296103 3,219.50 72,004 SH SOLE NA 72,004 ROUSE PPTYS INC COM 779287101 2.32 128 SH SOLE NA 128 RYDER SYS INC COM 783549108 1,098.89 25,994 SH SOLE NA 25,994 SBA COMMUNICATIONS CORP COM 78388J106 1,954.34 36,954 SH SOLE NA 36,954 SAIC INC COM 78390X101 3,560.76 358,153 SH SOLE NA 358,153 SEI INVESTMENTS CO COM 784117103 623.38 29,106 SH SOLE NA 29,106 SL GREEN RLTY CORP COM 78440X101 1,840.37 28,984 SH SOLE NA 28,984 SLM CORP COM 78442P106 2,320.61 153,222 SH SOLE NA 153,222 SPDR S&P 500 ETF TR TR UNIT 78462F103 295,451.97 2,634,687 SH SOLE NA 2,634,687 SPX CORP COM 784635104 859.42 14,774 SH SOLE NA 14,774 SAFEWAY INC COM NEW 786514208 1,255.20 64,371 SH SOLE NA 64,371 SAIA INC COM 78709Y105 1,497.41 56,928 SH SOLE NA 56,928 ST JUDE MED INC COM 790849103 2,861.50 95,695 SH SOLE NA 95,695 SALESFORCE COM INC COM 79466L302 5,376.93 40,836 SH SOLE NA 40,836 SANDISK CORP COM 80004C101 2,961.41 72,994 SH SOLE NA 72,994 SANTARUS INC COM 802817304 1,609.50 131,266 SH SOLE NA 131,266 SCANA CORP NEW COM 80589M102 2,059.66 54,826 SH SOLE NA 54,826 SCHEIN HENRY INC COM 806407102 2,585.97 37,913 SH SOLE NA 37,913 SCHULMAN A INC COM 808194104 1,258.13 54,856 SH SOLE NA 54,856 SCHWAB CHARLES CORP NEW COM 808513105 4,169.95 318,978 SH SOLE NA 318,978 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1,208.89 25,194 SH SOLE NA 25,194 SEALED AIR CORP NEW COM 81211K100 782.35 44,140 SH SOLE NA 44,140 SEARS HLDGS CORP COM 812350106 489.44 13,365 SH SOLE NA 13,365 SEMPRA ENERGY COM 816851109 4,024.28 68,173 SH SOLE NA 68,173 SHERWIN WILLIAMS CO COM 824348106 3,201.53 25,592 SH SOLE NA 25,592 SIGMA ALDRICH CORP COM 826552101 3,453.50 58,935 SH SOLE NA 58,935 SILGAN HOLDINGS INC COM 827048109 699.42 19,000 SH SOLE NA 19,000 SIMON PPTY GROUP INC NEW COM 828806109 10,811.49 92,369 SH SOLE NA 92,369 SIRIUS XM RADIO INC COM 82967N108 2,354.77 1,037,066 SH SOLE NA 1,037,066 SMUCKER J M CO COM NEW 832696405 2,801.59 38,537 SH SOLE NA 38,537 SOUTH JERSEY INDS INC COM 838518108 1,324.85 32,794 SH SOLE NA 32,794 SOUTHERN CO COM 842587107 17,547.34 507,390 SH SOLE NA 507,390 SOUTHERN COPPER CORP COM 84265V105 3,989.61 146,897 SH SOLE NA 146,897 SOUTHWEST AIRLS CO COM 844741108 539.37 53,904 SH SOLE NA 53,904 SOUTHWEST GAS CORP COM 844895102 1,568.01 45,464 SH SOLE NA 45,464 SOUTHWESTERN ENERGY CO COM 845467109 3,072.30 111,871 SH SOLE NA 111,871 SPECTRA ENERGY CORP COM 847560109 8,770.25 387,154 SH SOLE NA 387,154 SPECTRUM PHARMACEUTICALS INC COM 84763A108 87.47 16,123 SH SOLE NA 16,123 SPIRIT AIRLS INC COM 848577102 1,132.74 61,421 SH SOLE NA 61,421 SPRINT NEXTEL CORP COM SER 1 852061100 4,092.15 892,451 SH SOLE NA 892,451 STANDARD MTR PRODS INC COM 853666105 1,172.42 58,157 SH SOLE NA 58,157
VALUE USD SHARES/ SH/ INVESTMENT VOTING NAME OF ISSUER TITLE OF CLASS CUSIP 000S PRINCIPAL PN DISCRETION OTHER MANAGERS SOLE SHARES -------------- ---------------- --------- --------- --------- --- ---------- -------------- ----------- STANDARD PARKING CORP COM 853790103 602.90 39,382 SH SOLE NA 39,382 STANLEY BLACK & DECKER INC COM 854502101 7,085.54 120,741 SH SOLE NA 120,741 STAPLES INC COM 855030102 1,977.46 200,963 SH SOLE NA 200,963 STARBUCKS CORP COM 855244109 9,320.24 222,163 SH SOLE NA 222,163 STARZ LIBRTY CAP COM A 85571Q102 14.82 719 SH SOLE NA 719 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 2,828.59 60,277 SH SOLE NA 60,277 STATE STR CORP COM 857477103 6,268.40 143,939 SH SOLE NA 143,939 STERICYCLE INC COM 858912108 7,042.34 90,158 SH SOLE NA 90,158 STERLING FINL CORP WASH COM NEW 859319303 979.81 62,118 SH SOLE NA 62,118 STEWART INFORMATION SVCS COR COM 860372101 872.18 48,399 SH SOLE NA 48,399 STRYKER CORP COM 863667101 4,311.73 89,435 SH SOLE NA 89,435 STURM RUGER & CO INC COM 864159108 1,731.33 47,045 SH SOLE NA 47,045 SUN HYDRAULICS CORP COM 866942105 143.47 4,413 SH SOLE NA 4,413 SUNCOKE ENERGY INC COM 86722A103 6.11 374 SH SOLE NA 374 SUNTRUST BKS INC COM 867914103 3,347.08 157,259 SH SOLE NA 157,259 SUPERIOR ENERGY SVCS INC COM 868157108 955.06 49,051 SH SOLE NA 49,051 SWIFT TRANSN CO CL A 87074U101 939.09 93,611 SH SOLE NA 93,611 SYMANTEC CORP COM 871503108 4,206.70 231,206 SH SOLE NA 231,206 SYNOPSYS INC COM 871607107 5,319.34 201,235 SH SOLE NA 201,235 SYNTEL INC COM 87162H103 1,060.29 21,594 SH SOLE NA 21,594 SYNNEX CORP COM 87162W100 1,396.69 51,950 SH SOLE NA 51,950 SYSCO CORP COM 871829107 4,497.45 173,116 SH SOLE NA 173,116 SYSTEMAX INC COM 871851101 24.70 2,495 SH SOLE NA 2,495 TD AMERITRADE HLDG CORP COM 87236Y108 1,066.79 70,452 SH SOLE NA 70,452 TICC CAPITAL CORP COM 87244T109 862.34 119,292 SH SOLE NA 119,292 TJX COS INC NEW COM 872540109 10,158.00 293,643 SH SOLE NA 293,643 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 1,373.36 33,676 SH SOLE NA 33,676 TAL INTL GROUP INC COM 874083108 1,822.78 55,379 SH SOLE NA 55,379 TEAM HEALTH HOLDINGS INC COM 87817A107 1,478.69 55,889 SH SOLE NA 55,889 TECH DATA CORP COM 878237106 604.08 18,233 SH SOLE NA 18,233 TELEPHONE & DATA SYS INC COM NEW 879433829 5.18 246 SH SOLE NA 246 TENARIS S A SPONSORED ADR 88031M109 3,173.95 99,943 SH SOLE NA 99,943 TENET HEALTHCARE CORP COM NEW 88033G407 201.64 4,238 SH SOLE NA 4,238 TERADATA CORP DEL COM 88076W103 2,034.08 47,085 SH SOLE NA 47,085 TERADYNE INC COM 880770102 90.02 5,550 SH SOLE NA 5,550 TESORO CORP COM 881609101 1,882.57 44,214 SH SOLE NA 44,214 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 948.12 32,228 SH SOLE NA 32,228 TEXAS INSTRS INC COM 882508104 9,675.32 367,914 SH SOLE NA 367,914 THERMO FISHER SCIENTIFIC INC COM 883556102 8,301.26 145,024 SH SOLE NA 145,024 THOR INDS INC COM 885160101 658.34 24,625 SH SOLE NA 24,625 3M CO COM 88579Y101 17,600.11 223,027 SH SOLE NA 223,027 TIFFANY & CO NEW COM 886547108 1,882.24 36,620 SH SOLE NA 36,620 TIME WARNER INC COM NEW 887317303 13,182.50 308,790 SH SOLE NA 308,790 TIME WARNER CABLE INC COM 88732J207 6,374.65 90,092 SH SOLE NA 90,092 TIMKEN CO COM 887389104 97.83 1,729 SH SOLE NA 1,729 TOLL BROTHERS INC COM 889478103 1,192.70 47,311 SH SOLE NA 47,311 TORCHMARK CORP COM 891027104 1,297.45 29,165 SH SOLE NA 29,165 TORO CO COM 891092108 2,177.03 65,068 SH SOLE NA 65,068 TOWER GROUP INC COM 891777104 58.89 3,192 SH SOLE NA 3,192 TOTAL SYS SVCS INC COM 891906109 3,825.79 209,711 SH SOLE NA 209,711 TRACTOR SUPPLY CO COM 892356106 1,644.22 21,327 SH SOLE NA 21,327 TRANSDIGM GROUP INC COM 893641100 1,591.73 14,112 SH SOLE NA 14,112 TRIANGLE CAP CORP COM 895848109 1,204.09 59,149 SH SOLE NA 59,149 TRIMAS CORP COM NEW 896215209 1,301.63 55,162 SH SOLE NA 55,162 TRIMBLE NAVIGATION LTD COM 896239100 1,773.79 79,875 SH SOLE NA 79,875 TRIUMPH GROUP INC NEW COM 896818101 1,024.56 18,447 SH SOLE NA 18,447 TRUE RELIGION APPAREL INC COM 89784N104 1,018.66 53,733 SH SOLE NA 53,733 TUPPERWARE BRANDS CORP COM 899896104 1,119.76 18,851 SH SOLE NA 18,851
VALUE USD SHARES/ SH/ INVESTMENT VOTING NAME OF ISSUER TITLE OF CLASS CUSIP 000S PRINCIPAL PN DISCRETION OTHER MANAGERS SOLE SHARES -------------- ---------------- --------- --------- --------- --- ---------- -------------- ----------- TWIN DISC INC COM 901476101 11.69 466 SH SOLE NA 466 TYSON FOODS INC CL A 902494103 1,574.54 85,778 SH SOLE NA 85,778 UDR COM 902653104 1,345.39 75,824 SH SOLE NA 75,824 US BANCORP DEL COM NEW 902973304 14,255.34 569,547 SH SOLE NA 569,547 URS CORP NEW COM 903236107 39.11 825 SH SOLE NA 825 USANA HEALTH SCIENCES INC COM 90328M107 985.05 28,027 SH SOLE NA 28,027 U S AIRWAYS GROUP INC COM 90341W108 1,401.24 113,544 SH SOLE NA 113,544 ULTA SALON COSMETCS & FRAG I COM 90384S303 1,013.43 16,935 SH SOLE NA 16,935 UNDER ARMOUR INC CL A 904311107 839.75 22,625 SH SOLE NA 22,625 UNION PAC CORP COM 907818108 14,931.23 142,091 SH SOLE NA 142,091 UNITED CONTL HLDGS INC COM 910047109 438.79 19,219 SH SOLE NA 19,219 UNITED PARCEL SERVICE INC CL B 911312106 17,939.34 283,258 SH SOLE NA 283,258 UNITED STATES STL CORP NEW COM 912909108 675.28 47,064 SH SOLE NA 47,064 UNITED COM 913017109 18,029.42 261,651 SH SOLE NA 261,651 UNITED COM 91307C102 1,145.13 25,868 SH SOLE NA 25,868 UNITEDHEALTH GROUP INC COM 91324P102 13,797.37 325,988 SH SOLE NA 325,988 UNIVERSAL HLTH SVCS INC CL B 913903100 813.65 17,516 SH SOLE NA 17,516 UNUM GROUP COM 91529Y106 1,803.83 86,247 SH SOLE NA 86,247 URBAN OUTFITTERS INC COM 917047102 1,009.28 34,720 SH SOLE NA 34,720 US ECOLOGY INC COM 91732J102 1,416.88 73,255 SH SOLE NA 73,255 V F CORP COM 918204108 4,071.38 32,532 SH SOLE NA 32,532 VAALCO ENERGY INC COM NEW 91851C201 1,105.80 200,383 SH SOLE NA 200,383 VALASSIS COMMUNICATIONS INC COM 918866104 1,181.00 54,385 SH SOLE NA 54,385 VALERO ENERGY CORP NEW COM 91913Y100 5,539.45 164,882 SH SOLE NA 164,882 VALMONT INDS INC COM 920253101 871.08 7,829 SH SOLE NA 7,829 VANGUARD HEALTH SYS INC COM 922036207 1,149.38 109,248 SH SOLE NA 109,248 VARIAN MED SYS INC COM 92220P105 1,846.48 34,815 SH SOLE NA 34,815 VENTAS INC COM 92276F100 4,686.22 86,818 SH SOLE NA 86,818 VERIFONE SYS INC COM 92342Y109 399.96 26,542 SH SOLE NA 26,542 VERIZON COMMUNICATIONS INC COM 92343V104 40,905.61 1,127,597 SH SOLE NA 1,127,597 VERISK ANALYTICS INC CL A 92345Y106 9,248.91 202,692 SH SOLE NA 202,692 VERTEX PHARMACEUTICALS INC COM 92532F100 2,497.34 61,595 SH SOLE NA 61,595 VIACOM INC NEW CL B 92553P201 6,979.50 153,292 SH SOLE NA 153,292 VIRGIN MEDIA INC COM 92769L101 5,692.24 153,071 SH SOLE NA 153,071 VISA INC COM CL A 92826C839 23,840.33 190,236 SH SOLE NA 190,236 VISTEON CORP COM NEW 92839U206 7,131.31 172,519 SH SOLE NA 172,519 VMWARE INC CL A COM 928563402 1,551.35 26,648 SH SOLE NA 26,648 VORNADO RLTY TR SH BEN INT 929042109 3,035.05 49,035 SH SOLE NA 49,035 VULCAN MATLS CO COM 929160109 1,651.45 43,437 SH SOLE NA 43,437 WD-40 CO COM 929236107 1,788.11 44,933 SH SOLE NA 44,933 WAL-MART STORES INC COM 931142103 35,971.66 650,895 SH SOLE NA 650,895 WALGREEN CO COM 931422109 9,309.87 264,924 SH SOLE NA 264,924 WALTER ENERGY INC COM 93317Q105 14.08 494 SH SOLE NA 494 WASHINGTON POST CO CL B 939640108 701.57 2,012 SH SOLE NA 2,012 WASHINGTON TR BANCORP COM 940610108 147.05 7,397 SH SOLE NA 7,397 WASTE MGMT INC DEL COM 94106L109 8,116.79 281,029 SH SOLE NA 281,029 WATERS CORP COM 941848103 1,835.04 26,322 SH SOLE NA 26,322 WATSON PHARMACEUTICALS INC COM 942683103 84.87 982 SH SOLE NA 982 WEBSTER FINL CORP CONN COM 947890109 1,020.63 57,848 SH SOLE NA 57,848 WELLCARE HEALTH PLANS INC COM 94946T106 96.50 1,665 SH SOLE NA 1,665 WELLPOINT INC COM 94973V107 5,446.24 110,444 SH SOLE NA 110,444 WELLS FARGO & CO NEW COM 949746101 40,997.09 1,502,492 SH SOLE NA 1,502,492 WESCO INTL INC COM 95082P105 849.26 16,082 SH SOLE NA 16,082 WESTERN DIGITAL CORP COM 958102105 2,516.02 67,475 SH SOLE NA 67,475 WESTERN UN CO COM 959802109 2,174.92 196,474 SH SOLE NA 196,474 WESTLAKE CHEM CORP COM 960413102 1,988.62 29,268 SH SOLE NA 29,268 WEYERHAEUSER CO COM 962166104 3,838.79 165,980 SH SOLE NA 165,980 WHIRLPOOL CORP COM 963320106 1,962.26 22,392 SH SOLE NA 22,392
VALUE USD SHARES/ SH/ INVESTMENT VOTING NAME OF ISSUER TITLE OF CLASS CUSIP 000S PRINCIPAL PN DISCRETION OTHER MANAGERS SOLE SHARES -------------- ---------------- --------- --------- --------- --- ---------- -------------- ----------- WHITING PETE CORP NEW COM 966387102 1,428.48 37,756 SH SOLE NA 37,756 WHOLE FOODS MKT INC COM 966837106 3,428.16 53,769 SH SOLE NA 53,769 WILLIAMS COS INC DEL COM 969457100 5,764.11 208,732 SH SOLE NA 208,732 WINDSTREAM CORP COM 97381W104 988.92 168,141 SH SOLE NA 168,141 WISCONSIN ENERGY CORP COM 976657106 6,262.95 198,431 SH SOLE NA 198,431 WORLD ACCEP CORP DEL COM 981419104 1,830.14 29,347 SH SOLE NA 29,347 WORLD WRESTLING ENTMT INC CL A 98156Q108 39.85 4,518 SH SOLE NA 4,518 WYNDHAM WORLDWIDE CORP COM 98310W108 2,800.52 58,004 SH SOLE NA 58,004 WYNN RESORTS LTD COM 983134107 2,230.02 24,131 SH SOLE NA 24,131 XCEL ENERGY INC COM 98389B100 6,816.66 310,852 SH SOLE NA 310,852 XILINX INC COM 983919101 2,301.61 81,515 SH SOLE NA 81,515 XEROX CORP COM 984121103 2,476.97 388,298 SH SOLE NA 388,298 XYLEM INC COM 98419M100 1,114.66 54,194 SH SOLE NA 54,194 YAHOO INC COM 984332106 7,870.82 453,237 SH SOLE NA 453,237 YUM BRANDS INC COM 988498101 7,975.65 149,879 SH SOLE NA 149,879 ZHONGPIN INC COM 98952K107 79.87 6,196 SH SOLE NA 6,196 ZIMMER HLDGS INC COM 98956P102 2,968.18 53,437 SH SOLE NA 53,437